TTR v0.23-6

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Technical Trading Rules

Functions and data to construct technical trading rules with R.

Functions in TTR

Name Description
SNR Signal to Noise Ratio
rollSFM Analysis of Running/Rolling/Moving Windows
aroon Aroon
BBands Bollinger Bands
OBV On Balance Volume (OBV)
runSum Analysis of Running/Rolling/Moving Windows
SMA Moving Averages
TRIX Triple Smoothed Exponential Oscillator
TTR Functions to create Technical Trading Rules (TTR)
TDI Trend Detection Index
GMMA Guppy Multiple Moving Averages
SAR Parabolic Stop-and-Reverse
adjRatios Split and dividend adjustment ratios
RSI Relative Strength Index
ROC Rate of Change / Momentum
ZigZag Zig Zag
PBands Construct (optionally further smoothed and centered ) volatility bands around prices
stoch Stochastic Oscillator / Stochastic Momentum Index
runPercentRank Percent Rank over a Moving Window
KST Know Sure Thing
lags Miscellaneous Tools
ttrc Technical Trading Rule Composite data
ultimateOscillator The Ultimate Oscillator
VHF Vertical Horizontal Filter
DVI DV Intermediate Oscillator
MFI Money Flow Index
stockSymbols Fetch Internet Data
MACD MACD Oscillator
chaikinAD Chaikin Accumulation / Distribution
WPR William's %R
chaikinVolatility Chaikin Volatility
volatility Volatility
williamsAD Williams Accumulation / Distribution
CCI Commodity Channel Index
CLV Close Location Value
DonchianChannel Donchian Channel
EMV Arms' Ease of Movement Value
CMF Chaikin Money Flow
ADX Welles Wilder's Directional Movement Index
CMO Chande Momentum Oscillator
ATR True Range / Average True Range
DPO De-Trended Price Oscillator
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Details

Type Package
LinkingTo xts
License GPL (>= 2)
URL https://github.com/joshuaulrich/TTR
BugReports https://github.com/joshuaulrich/TTR/issues
NeedsCompilation yes
Packaged 2019-12-15 11:49:36 UTC; josh
Repository CRAN
Date/Publication 2019-12-15 17:00:02 UTC
imports curl , xts (>= 0.10-0) , zoo
enhances quantmod
suggests RUnit
Contributors Joshua Ulrich

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